+53.8%
MMM vs VCLT
+15.5%
+38.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -8.0% | -0.6% | -7.4% | -7.8% |
| 3M | +9.4% | -2.2% | +11.6% | +10.1% |
| 6M | +10.2% | -2.9% | +13.1% | +11.2% |
| YTD | +6.1% | -2.1% | +8.2% | +6.8% |
| 1Y | +10.8% | -2.6% | +13.4% | +11.7% |
| 3Y | +104.8% | +12.5% | +92.3% | +98.9% |
| 5Y | +27.0% | -15.3% | +42.3% | +26.9% |
| 10Y | +53.8% | +16.6% | +37.1% | +51.6% |
| All | +53.8% | +15.5% | +38.2% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling